+552.6%
MMM vs SPXS
-100.0%
+652.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.7% |
| 7D | +7.0% | +0.4% | +6.5% | +7.7% |
| 30D | +18.4% | +10.8% | +7.6% | +22.8% |
| 3M | +4.5% | +9.6% | -5.2% | +8.3% |
| 6M | +33.4% | -4.7% | +38.1% | +33.4% |
| YTD | +20.0% | -24.6% | +44.5% | +13.3% |
| 1Y | +15.0% | -24.6% | +39.6% | +8.9% |
| 3Y | +165.0% | -79.8% | +244.7% | +85.8% |
| 5Y | +47.9% | -83.3% | +131.2% | +11.2% |
| 10Y | +79.6% | -99.5% | +179.1% | -36.7% |
| All | +552.6% | -100.0% | +652.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling